+113.8%
CRH vs GTLB
-50.1%
+164.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -6.1% | -5.7% | -0.4% | -5.4% |
| 30D | -9.3% | +15.1% | -24.4% | -11.0% |
| 3M | -15.2% | +65.5% | -80.6% | -20.7% |
| 6M | -14.2% | +102.9% | -117.1% | -22.5% |
| YTD | -28.3% | +25.2% | -53.5% | -31.1% |
| 1Y | -21.8% | -5.5% | -16.2% | -22.5% |
| 3Y | +71.6% | -10.9% | +82.5% | +66.0% |
| All | +113.8% | -50.1% | +164.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling